On the probability of ruin in the compound Poisson risk model with potentially delayed claims
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Publication:742099
DOI10.1007/S40065-012-0043-0zbMath1307.60065OpenAlexW2086678551WikidataQ59293712 ScholiaQ59293712MaRDI QIDQ742099
Wei Zou, Jianwei Gao, Jie Hua Xie
Publication date: 18 September 2014
Published in: Arabian Journal of Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s40065-012-0043-0
Integro-ordinary differential equations (45J05) Brownian motion (60J65) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (1)
Cites Work
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